39 resultados para computational statistics
Resumo:
This work belongs to the field of computational high-energy physics (HEP). The key methods used in this thesis work to meet the challenges raised by the Large Hadron Collider (LHC) era experiments are object-orientation with software engineering, Monte Carlo simulation, the computer technology of clusters, and artificial neural networks. The first aspect discussed is the development of hadronic cascade models, used for the accurate simulation of medium-energy hadron-nucleus reactions, up to 10 GeV. These models are typically needed in hadronic calorimeter studies and in the estimation of radiation backgrounds. Various applications outside HEP include the medical field (such as hadron treatment simulations), space science (satellite shielding), and nuclear physics (spallation studies). Validation results are presented for several significant improvements released in Geant4 simulation tool, and the significance of the new models for computing in the Large Hadron Collider era is estimated. In particular, we estimate the ability of the Bertini cascade to simulate Compact Muon Solenoid (CMS) hadron calorimeter HCAL. LHC test beam activity has a tightly coupled cycle of simulation-to-data analysis. Typically, a Geant4 computer experiment is used to understand test beam measurements. Thus an another aspect of this thesis is a description of studies related to developing new CMS H2 test beam data analysis tools and performing data analysis on the basis of CMS Monte Carlo events. These events have been simulated in detail using Geant4 physics models, full CMS detector description, and event reconstruction. Using the ROOT data analysis framework we have developed an offline ANN-based approach to tag b-jets associated with heavy neutral Higgs particles, and we show that this kind of NN methodology can be successfully used to separate the Higgs signal from the background in the CMS experiment.
Resumo:
Nucleation is the first step of a first order phase transition. A new phase is always sprung up in nucleation phenomena. The two main categories of nucleation are homogeneous nucleation, where the new phase is formed in a uniform substance, and heterogeneous nucleation, when nucleation occurs on a pre-existing surface. In this thesis the main attention is paid on heterogeneous nucleation. This thesis wields the nucleation phenomena from two theoretical perspectives: the classical nucleation theory and the statistical mechanical approach. The formulation of the classical nucleation theory relies on equilibrium thermodynamics and use of macroscopically determined quantities to describe the properties of small nuclei, sometimes consisting of just a few molecules. The statistical mechanical approach is based on interactions between single molecules, and does not bear the same assumptions as the classical theory. This work gathers up the present theoretical knowledge of heterogeneous nucleation and utilizes it in computational model studies. A new exact molecular approach on heterogeneous nucleation was introduced and tested by Monte Carlo simulations. The results obtained from the molecular simulations were interpreted by means of the concepts of the classical nucleation theory. Numerical calculations were carried out for a variety of substances nucleating on different substances. The classical theory of heterogeneous nucleation was employed in calculations of one-component nucleation of water on newsprint paper, Teflon and cellulose film, and binary nucleation of water-n-propanol and water-sulphuric acid mixtures on silver nanoparticles. The results were compared with experimental results. The molecular simulation studies involved homogeneous nucleation of argon and heterogeneous nucleation of argon on a planar platinum surface. It was found out that the use of a microscopical contact angle as a fitting parameter in calculations based on the classical theory of heterogeneous nucleation leads to a fair agreement between the theoretical predictions and experimental results. In the presented cases the microscopical angle was found to be always smaller than the contact angle obtained from macroscopical measurements. Furthermore, molecular Monte Carlo simulations revealed that the concept of the geometrical contact parameter in heterogeneous nucleation calculations can work surprisingly well even for very small clusters.
Resumo:
Recently, focus of real estate investment has expanded from the building-specific level to the aggregate portfolio level. The portfolio perspective requires investment analysis for real estate which is comparable with that of other asset classes, such as stocks and bonds. Thus, despite its distinctive features, such as heterogeneity, high unit value, illiquidity and the use of valuations to measure performance, real estate should not be considered in isolation. This means that techniques which are widely used for other assets classes can also be applied to real estate. An important part of investment strategies which support decisions on multi-asset portfolios is identifying the fundamentals of movements in property rents and returns, and predicting them on the basis of these fundamentals. The main objective of this thesis is to find the key drivers and the best methods for modelling and forecasting property rents and returns in markets which have experienced structural changes. The Finnish property market, which is a small European market with structural changes and limited property data, is used as a case study. The findings in the thesis show that is it possible to use modern econometric tools for modelling and forecasting property markets. The thesis consists of an introduction part and four essays. Essays 1 and 3 model Helsinki office rents and returns, and assess the suitability of alternative techniques for forecasting these series. Simple time series techniques are able to account for structural changes in the way markets operate, and thus provide the best forecasting tool. Theory-based econometric models, in particular error correction models, which are constrained by long-run information, are better for explaining past movements in rents and returns than for predicting their future movements. Essay 2 proceeds by examining the key drivers of rent movements for several property types in a number of Finnish property markets. The essay shows that commercial rents in local markets can be modelled using national macroeconomic variables and a panel approach. Finally, Essay 4 investigates whether forecasting models can be improved by accounting for asymmetric responses of office returns to the business cycle. The essay finds that the forecast performance of time series models can be improved by introducing asymmetries, and the improvement is sufficient to justify the extra computational time and effort associated with the application of these techniques.
Resumo:
Topics in Spatial Econometrics — With Applications to House Prices Spatial effects in data occur when geographical closeness of observations influences the relation between the observations. When two points on a map are close to each other, the observed values on a variable at those points tend to be similar. The further away the two points are from each other, the less similar the observed values tend to be. Recent technical developments, geographical information systems (GIS) and global positioning systems (GPS) have brought about a renewed interest in spatial matters. For instance, it is possible to observe the exact location of an observation and combine it with other characteristics. Spatial econometrics integrates spatial aspects into econometric models and analysis. The thesis concentrates mainly on methodological issues, but the findings are illustrated by empirical studies on house price data. The thesis consists of an introductory chapter and four essays. The introductory chapter presents an overview of topics and problems in spatial econometrics. It discusses spatial effects, spatial weights matrices, especially k-nearest neighbours weights matrices, and various spatial econometric models, as well as estimation methods and inference. Further, the problem of omitted variables, a few computational and empirical aspects, the bootstrap procedure and the spatial J-test are presented. In addition, a discussion on hedonic house price models is included. In the first essay a comparison is made between spatial econometrics and time series analysis. By restricting the attention to unilateral spatial autoregressive processes, it is shown that a unilateral spatial autoregression, which enjoys similar properties as an autoregression with time series, can be defined. By an empirical study on house price data the second essay shows that it is possible to form coordinate-based, spatially autoregressive variables, which are at least to some extent able to replace the spatial structure in a spatial econometric model. In the third essay a strategy for specifying a k-nearest neighbours weights matrix by applying the spatial J-test is suggested, studied and demonstrated. In the final fourth essay the properties of the asymptotic spatial J-test are further examined. A simulation study shows that the spatial J-test can be used for distinguishing between general spatial models with different k-nearest neighbours weights matrices. A bootstrap spatial J-test is suggested to correct the size of the asymptotic test in small samples.
Resumo:
A compact selection of statistics on the social security programmes administered by the Kela. Including both tables and charts, the Pocket statistics presents key data on the benefits provided by the Kela, supplemented by selected data about programmes administered by other organizations. Most of the data is updated to the end of 2010, with some of the presentations extending into 2011.
Resumo:
Inelastic x-ray scattering spectroscopy is a versatile experimental technique for probing the electronic structure of materials. It provides a wealth of information on the sample's atomic-scale structure, but extracting this information from the experimental data can be challenging because there is no direct relation between the structure and the measured spectrum. Theoretical calculations can bridge this gap by explaining the structural origins of the spectral features. Reliable methods for modeling inelastic x-ray scattering require accurate electronic structure calculations. This work presents the development and implementation of new schemes for modeling the inelastic scattering of x-rays from non-periodic systems. The methods are based on density functional theory and are applicable for a wide variety of molecular materials. Applications are presented in this work for amorphous silicon monoxide and several gas phase systems. Valuable new information on their structure and properties could be extracted with the combination of experimental and computational methods.
Resumo:
This thesis presents ab initio studies of two kinds of physical systems, quantum dots and bosons, using two program packages of which the bosonic one has mainly been developed by the author. The implemented models, \emph{i.e.}, configuration interaction (CI) and coupled cluster (CC) take the correlated motion of the particles into account, and provide a hierarchy of computational schemes, on top of which the exact solution, within the limit of the single-particle basis set, is obtained. The theory underlying the models is presented in some detail, in order to provide insight into the approximations made and the circumstances under which they hold. Some of the computational methods are also highlighted. In the final sections the results are summarized. The CI and CC calculations on multiexciton complexes in self-assembled semiconductor quantum dots are presented and compared, along with radiative and non-radiative transition rates. Full CI calculations on quantum rings and double quantum rings are also presented. In the latter case, experimental and theoretical results from the literature are re-examined and an alternative explanation for the reported photoluminescence spectra is found. The boson program is first applied on a fictitious model system consisting of bosonic electrons in a central Coulomb field for which CI at the singles and doubles level is found to account for almost all of the correlation energy. Finally, the boson program is employed to study Bose-Einstein condensates confined in different anisotropic trap potentials. The effects of the anisotropy on the relative correlation energy is examined, as well as the effect of varying the interaction potential.}
Resumo:
We propose an efficient and parameter-free scoring criterion, the factorized conditional log-likelihood (ˆfCLL), for learning Bayesian network classifiers. The proposed score is an approximation of the conditional log-likelihood criterion. The approximation is devised in order to guarantee decomposability over the network structure, as well as efficient estimation of the optimal parameters, achieving the same time and space complexity as the traditional log-likelihood scoring criterion. The resulting criterion has an information-theoretic interpretation based on interaction information, which exhibits its discriminative nature. To evaluate the performance of the proposed criterion, we present an empirical comparison with state-of-the-art classifiers. Results on a large suite of benchmark data sets from the UCI repository show that ˆfCLL-trained classifiers achieve at least as good accuracy as the best compared classifiers, using significantly less computational resources.